Pressure treated wood requires specific types of fasteners (well, specific materials) as the treatment chemicals tend to attack many metals. In particular, modern pressure treated wood will destroy aluminum it's in contact with in surprisingly short order.
The difference between exterior and interior plywood is not so much the rot resistance of the wood, but the water resistance of the glue used to put it together. Marine plywood is better than exterior in this regard. I would concentrate more on making sure that water doesn't get in and not quite so much on keeping it from causing trouble if it does, though of course those are not mutually exclusive concerns.
Foam panels are probably easier to work with than spray-in foam for this sort of thing. If you can glue the foam to the inside and outside skins (not always a straightforward task, granted), you will have a surprisingly strong laminated wall. One person here--I forget who--had success attaching foam panels to skins with great stuff spray foam, preferably the window and door kind that is somewhat less strongly expansive than the usual flavor.
